+382.5%
ESE vs VT
+222.7%
+159.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | +4.2% | +2.9% | +1.3% | +1.1% |
| 30D | -9.6% | -2.5% | -7.1% | -7.0% |
| 3M | -21.6% | -3.3% | -18.3% | -18.7% |
| 6M | -21.5% | +1.5% | -23.0% | -22.7% |
| YTD | +20.6% | +11.4% | +9.2% | +7.4% |
| 1Y | +7.0% | +11.9% | -4.9% | -5.2% |
| 3Y | +135.1% | +73.9% | +61.3% | +29.4% |
| 5Y | +161.1% | +57.9% | +103.2% | +59.1% |
| All | +382.5% | +222.7% | +159.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling